Dark Sun: The Gray

Cosmology is really on comes up and references to certain monsters or magic in the original Dark Sun campaign setting, but in the second edition supplement Defilers and Preservers the "planes" called the Gray and the Black are established. The Black mainly serves a backstory purpose or to be a place for monsters to be from. It's similar to the Plane of Shadow/Shadowfell, a concept I've felt to be of limited utility in most settings, Dark Sun included. 

The Gray is a different story. It at once solves one potential problem with the Great Wheel: there are too many afterlifes. It also provides a thematically appropriate underworld for the this particular setting.

The Gray is described as a "dreary, endless space" or "ashen haze." In conception it's not unlike Hades or Sheol. Like the River Lethe of Greek myth, the Gray steals memory and identity, but in this case the environment leeches it from them. Eventually their spiritual being becomes one with the gloom.

The only thing I don't like about the Gray as described is that I don't think it should be featureless. More interesting to me, would be if it mirrored in most respects the desert landscape of Athas, except perhaps more desolate. It would be doubted with ruins of dead cities and the tombs and monuments to long dead potentates who thought they could carry their riches into the afterlife--and perhaps, in a way they did, for all the good it did them.

Of course it should be possible (though not easy) to visit the Gray, like visiting the Underworld in Greek mythology. The souls of the dead are probably not dangerous for the most part to visitors, but the the ghosts that could pass between the Gray and the mortal realm might well be.